diff toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/Kalman/ensure_AR.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,10 @@
+function [A, C, Q, R, initx, initV] = ensure_AR(A, C, Q, R, initx, initV, k, obs, diagonal)
+%
+% Ensure that the system matrices have the right form for an autoregressive process.
+
+ss = length(A);
+if nargin<8, obs=ones(ss, 1); end
+if nargin<9, diagonal=0; end
+
+[coef, C] = SS_to_AR(A, Q, k, diagonal);
+[A, C, Q, R, initx, initV] = AR_to_SS(coef, C, obs);